Anic Equity¶

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Total return since start: 0.689 %¶

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Equity now: -----------------------------> 51601.87 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48402.81 Kr¶

PnL: ---------------------------------------> -684.76 Kr¶

DD now: ---------------------------------> -0.659 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 16:57:45.838878'

Anic Portfolio¶

Today¶

Return: -0.072 %¶

This Week¶

Return: 8.573 %¶

Total¶

Return: 68.931 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.580000 3369.600000 189.600000 5.960000 3180.000006
HMS Networks 2 3.800000 808.000000 135.000000 20.060000 673.000000
Nordea Bank Abp 29 1.070000 3569.320000 115.320000 3.340000 3453.999992
HEBA B 70 1.570000 2716.000000 80.000000 3.030000 2636.000010
SAAB B 8 0.800000 3444.000000 67.000000 1.980000 3377.000000
Swedbank A 3 2.940000 618.900000 54.900000 9.730000 564.000000
Fasadgruppen Group 38 0.730000 4195.200000 54.200000 1.310000 4140.999992
Resurs Holding 22 1.190000 618.640000 44.640000 7.780000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.340000 392.600000 37.600000 10.590000 355.000000
AcadeMedia 12 -0.280000 589.680000 32.680000 5.870000 557.000004
Norva24 Group 16 -1.110000 569.600000 26.600000 4.900000 543.000000
Intrum 4 1.930000 549.800000 22.800000 4.330000 527.000000
OEM International B 7 1.030000 548.100000 20.100000 3.810000 527.999997
Midsona B 63 3.610000 595.980000 12.980000 2.230000 582.999984
Securitas B 6 1.830000 582.480000 12.480000 2.190000 570.000000
Eastnine 4 0.160000 501.600000 10.600000 2.160000 491.000000
Sampo Oyj SDB 7 1.010000 3860.500000 10.500000 0.270000 3850.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Coor Service Management Hold. 8 1.120000 540.000000 8.000000 1.500000 532.000000
Karnov Group 9 0.000000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.290000 247.920000 1.920000 0.780000 246.000000
Corem Property Group B 59 2.670000 578.790000 1.790000 0.310000 576.999999
Handelsbanken A 5 0.410000 546.500000 0.500000 0.090000 546.000000
Boozt 12 1.320000 1652.400000 -1.600000 -0.100000 1653.999996
CTEK 13 0.910000 504.400000 -29.600000 -5.540000 533.999999
Essity B 2 -1.470000 537.400000 -36.600000 -6.380000 574.000000
International Petroleum Corp. 5 -0.980000 557.000000 -37.570000 -6.320000 594.565215
Vivesto 1368 -1.410000 552.950000 -60.050000 -9.800000 612.999432
Essity A 4 -1.470000 1076.000000 -73.000000 -6.350000 1149.000000
Beijer Electronics Group 27 -1.800000 2948.400000 -135.600000 -4.400000 3083.999994
OX2 22 4.350000 1846.900000 -142.100000 -7.140000 1989.000002
Axfood 15 -5.060000 3829.500000 -470.500000 -10.940000 4300.000005
Ovzon 64 -2.820000 3302.400000 -693.600000 -17.360000 3996.000000
TOTAL 48402.810000 -684.760000 -0.65938% 49087.564636

Updated:¶

'2023-02-01 16:57:58.868711'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶